Some new recursion relations for spline functions with application to spline collocation
نویسندگان
چکیده
منابع مشابه
SPLINE COLLOCATION FOR NONLINEAR FREDHOLM INTEGRAL EQUATIONS
The collocation method based on cubic B-spline, is developed to approximate the solution of second kind nonlinear Fredholm integral equations. First of all, we collocate the solution by B-spline collocation method then the Newton-Cotes formula use to approximate the integrand. Convergence analysis has been investigated and proved that the quadrature rule is third order convergent. The presented...
متن کاملSPLINE COLLOCATION FOR FREDHOLM AND VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS
A collocation procedure is developed for the linear and nonlinear Fredholm and Volterraintegro-differential equations, using the globally defined B-spline and auxiliary basis functions.The solutionis collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula.The error analysis of proposed numerical method is studied theoretically. Numerical results are given toil...
متن کاملElliptic Grid Generation with B-Spline Collocation
We revisit the lassi al te hnique of ellipti grid generation with harmoni mappings. For the determination of the ontrol fun tions we use the framework developed by Spekreijse [1℄. However, instead with nite di eren es we dis retize the underlying partial di erential equation with a B-spline ollo ation method in order to work dire tly with the native data representations of our CAGD system. This...
متن کاملSpline Collocation for Fredholm Integral Equations
The collocation methods based on cubic B-spline, are developed to approximate solution of the second and first kind Fredholm integral equations.First we collocate the solution by B-spline and the Newton-Cotes formula is used to approximate integral. Convergence analysis has been investigated and proved that the quadratur rule is fourth order convergent. The presented methods are tested to the p...
متن کاملA new approach to using the cubic B-spline functions to solve the Black-Scholes equation
Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Approximation Theory
سال: 1989
ISSN: 0021-9045
DOI: 10.1016/0021-9045(89)90020-8